def testSafeMin(self):
self.assertEqual(utils.safe_min(None, 0), 0)
self.assertEqual(utils.safe_min(0, None), 0)
self.assertEqual(utils.safe_min(None, None), None)
self.assertEqual(utils.safe_min(0, 0), 0)
self.assertEqual(utils.safe_min(1, 0), 0)
self.assertEqual(utils.safe_min(0, 1), 0)
self.assertEqual(utils.safe_min(-1, 1), -1)
self.assertEqual(utils.safe_min(1, -1), -1)
self.assertEqual(utils.safe_min(-1, -2), -2)
self.assertEqual(utils.safe_min(-2, -1), -2)
def testSafeMin(self):
self.assertEqual(utils.safe_min(None, 0), 0)
self.assertEqual(utils.safe_min(0, None), 0)
self.assertEqual(utils.safe_min(None, None), None)
self.assertEqual(utils.safe_min(0, 0), 0)
self.assertEqual(utils.safe_min(1, 0), 0)
self.assertEqual(utils.safe_min(0, 1), 0)
self.assertEqual(utils.safe_min(-1, 1), -1)
self.assertEqual(utils.safe_min(1, -1), -1)
self.assertEqual(utils.safe_min(-1, -2), -2)
self.assertEqual(utils.safe_min(-2, -1), -2)
def peekDateTime(self):
ret = None
for instrument, bars in self.__bars.items():
nextPos = self.__nextPos[instrument]
if nextPos < len(bars):
ret = utils.safe_min(ret, bars[nextPos].getDateTime())
return ret
def __dispatch(self):
smallestDateTime = None
eof = True
eventsDispatched = False
# Scan for the lowest datetime.
for subject in self.__subjects:
if not subject.eof():
eof = False
smallestDateTime = utils.safe_min(smallestDateTime,
subject.peekDateTime())
elif os.getenv('PYALGOTRADE_NEVER_STOP'):
logger.info('Subject %s is reaching eof...', subject)
logger.info(('Dispatcher is killing main process '
'since PYALGOTRADE_NEVER_STOP is set'))
os.kill(os.getpid(), signal.SIGTERM)
# Dispatch realtime subjects and those subjects with the lowest datetime.
if not eof:
self.__currDateTime = smallestDateTime
for subject in self.__subjects:
if self.__dispatchSubject(subject, smallestDateTime):
eventsDispatched = True
return eof, eventsDispatched
def peekDateTime(self):
ret = None
for instrument, bars in self.__bars.iteritems():
nextPos = self.__nextPos[instrument]
if nextPos < len(bars):
ret = utils.safe_min(ret, bars[nextPos].getDateTime())
return ret
def peekDateTime(self):
ret = None
for instrument, bars in self.__bars.iteritems():
nextIdx = self.__nextBarIdx[instrument]
if nextIdx < len(bars):
ret = utils.safe_min(ret, bars[nextIdx].getDateTime())
return ret
def peekDateTime(self):
ret = None
for instrument, ticks in six.iteritems(self.__ticks):
nextPos = self.__nextPos[instrument]
if nextPos < len(ticks):
ret = utils.safe_min(ret, ticks[nextPos].getDateTime())
return ret
def mindate(index,_nextPos,bars,insts,div):
start = div[index][0]
end = div[index][1]
ret = None
for i in range(start,end):
ins = insts[i]
nextPos = _nextPos[ins]
if nextPos < len(bars[ins]):
ret = utils.safe_min(ret, bars[ins][nextPos].getDateTime())
return ret
def __dispatch(self):
smallestDateTime = None
eof = True
eventsDispatched = False
# Scan for the lowest datetime.
for subject in self.__subjects:
if not subject.eof():
eof = False
smallestDateTime = utils.safe_min(smallestDateTime, subject.peekDateTime())
# Dispatch realtime subjects and those subjects with the lowest datetime.
if not eof:
for subject in self.__subjects:
if self.__dispatchSubject(subject, smallestDateTime):
eventsDispatched = True
return eof, eventsDispatched
def peekDateTime(self):
if len(self.__div) == 0:
ret = None
for instrument, bars in self.__bars.iteritems():
nextPos = self.__nextPos[instrument]
if nextPos < len(bars):
ret = utils.safe_min(ret, bars[nextPos].getDateTime())
else:
ret = []
if len(self.__div) == 1:
ret.append(mindate(0,self.__nextPos,self.__bars,self.__insts,self.__div))
else:
ret = self.__pl.handleCombineRet(mindate,self.__nextPos,self.__bars,self.__insts,self.__div)
ret = min(ret, key=lambda x:uutils.TimeUtils.dt2stamp(x) if x is not None else sys.maxint)
return ret
def __dispatch(self):
smallestDateTime = None
eof = True
eventsDispatched = False
# Scan for the lowest datetime.
for subject in self.__subjects:
if not subject.eof():
eof = False
smallestDateTime = utils.safe_min(smallestDateTime, subject.peekDateTime())
# Dispatch realtime subjects and those subjects with the lowest datetime.
if not eof:
self.__currDateTime = smallestDateTime
for subject in self.__subjects:
if self.__dispatchSubject(subject, smallestDateTime):
eventsDispatched = True
return eof, eventsDispatched
def __dispatch(self):
smallestDateTime = None #
eof = True
eventsDispatched = False
# Scan for the lowest datetime.
for subject in self.__subjects:
if not subject.eof():
eof = False
smallestDateTime = utils.safe_min(smallestDateTime,
subject.peekDateTime())
#一次只返回多个事件源中最老的事件，这是为了保证处理的顺序没有问题。比如过2分钟采取查看，有两个事件源有事件，一个发生在第1分钟，一个1分半
#那么会先取第一分钟发生的事件吐出去
# Dispatch realtime subjects and those subjects with the lowest datetime.
if not eof:
self.__currDateTime = smallestDateTime
for subject in self.__subjects:
if self.__dispatchSubject(subject, smallestDateTime):
eventsDispatched = True
return eof, eventsDispatched